Don't know about the shipping part one way or the other, but I remember having to fill out and mail in an ATF Form 5330.3B "Application and Permit for Importation of Firearms, Ammunition and Implements of War (for use by members of the US Armed Forces)." You can download it from: http://www.atf.gov/forms/firearms/
This was for a shotgun I bought at a bazaar in a liberty port in Turkey in 2002. I seem to remember the form was pretty self-explanatory. Everybody had to check their guns in the ship's armory. A few days after we got back to CONUS/homeport we hand-carried them off the brow, to our cars, and went straight home. The ATF form was the only piece of paper I had to fill out for that deal but I want to say the ship must have made some advance arrangements with the base. (Again, can't help you with the shipping part.)
Not exactly what you're asking but it's a start... funny story, one of my friends bought three examples of one particular model (himself, his dad, his cousin). ATF had a one or two additional questions for him; we figured they were just making sure he wasn't arming a private militia
